0.02Open0.08Pre Close11 Volume29 Open Interest77.00Strike Price37.00Turnover45.05%IV5.78%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0500Delta0.0425Gamma1456.80Leverage Ratio-0.0446Theta0.0002Rho72.81Eff Leverage0.0055Vega